/**
* Copyright (C) 2020 Xilinx, Inc
*
* Licensed under the Apache License, Version 2.0 (the "License"). You may
* not use this file except in compliance with the License. A copy of the
* License is located at
*
*     http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* License for the specific language governing permissions and limitations
* under the License.
*/
#ifndef KERNEL_MCEUROPEANENGINHE_H
#define KERNEL_MCEUROPEANENGINHE_H

#define DtUsed double
#define MCM_NM 4
#define OUTDEP 1024

extern "C" void kernel_mc(unsigned int loop_nm,
                          unsigned int seed,
                          DtUsed underlying,
                          DtUsed volatility,
                          DtUsed dividendYield,
                          DtUsed riskFreeRate, // model parameter
                          DtUsed timeLength,
                          DtUsed strike,
                          unsigned int optionType, // option parameter
                          DtUsed out[OUTDEP],
                          DtUsed requiredTolerance,
                          unsigned int requiredSamples,
                          unsigned int timeSteps,
                          unsigned int maxSamples);
#endif
